WTID vs. TSII

Last updated Jul 15, 2026

WTID (MicroSectors Energy -3X Inverse Leveraged ETN) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - WTID is a Inverse Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while TSII is a Leveraged Equities fund actively managed by REX. WTID is passively managed, while TSII is actively managed. Over the past year, WTID returned -66.12% vs 24.11% for TSII. At a 0.07 correlation, their price movements are largely independent. WTID charges 0.95%/yr vs 0.99%/yr for TSII.

Performance

WTID vs. TSII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX TSLA Growth & Income ETF (TSII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTID achieves a -61.80% return, which is significantly lower than TSII's -14.59% return.

WTID

• 1D: -0.49%
• 1M: -6.34%
• 6M: -56.54%
• YTD: -61.80%
• 1Y: -66.12%
• 3Y*: -47.07%
• 5Y*: —
• 10Y*: —

TSII

• 1D: 0.84%
• 1M: -3.99%
• 6M: -14.45%
• YTD: -14.59%
• 1Y: 24.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTID vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
WTID MicroSectors Energy -3X Inverse Leveraged ETN	-61.80%	-28.30%
TSII REX TSLA Growth & Income ETF	-14.59%	39.41%

Correlation

The correlation between WTID and TSII is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	0.07

Return for Risk

WTID vs. TSII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTID

WTID Risk / Return Rank: 2
WTID Sharpe Ratio Rank: 2
WTID Sortino Ratio Rank: 1
WTID Omega Ratio Rank: 2
WTID Calmar Ratio Rank: 2
WTID Martin Ratio Rank: 1

TSII

TSII Risk / Return Rank: 21
TSII Sharpe Ratio Rank: 20
TSII Sortino Ratio Rank: 22
TSII Omega Ratio Rank: 21
TSII Calmar Ratio Rank: 22
TSII Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTID vs. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX TSLA Growth & Income ETF (TSII). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WTID	TSII	Difference
Sharpe ratio: Return per unit of total volatility	-0.97	0.55	-1.51
Sortino ratio: Return per unit of downside risk	-1.72	1.01	-2.73
Omega ratio: Gain probability vs. loss probability	0.82	1.12	-0.30
Calmar ratio: Return relative to maximum drawdown	-0.89	0.83	-1.72
Martin ratio: Return relative to average drawdown	-1.42	1.77	-3.19

WTID vs. TSII - Sharpe Ratio Comparison

The current WTID Sharpe Ratio is -0.97, which is lower than the TSII Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WTID and TSII, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WTID vs. TSII - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.35%, which is greater than TSII's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for WTID and TSII.

Drawdown Indicators

	WTID	TSII	Difference
Max Drawdown Largest peak-to-trough decline	-90.35%	-29.03%	-61.32%
Max Drawdown (1Y) Largest decline over 1 year	-74.87%	-29.03%	-45.84%
Max Drawdown (3Y) Largest decline over 3 years	-87.36%	—	—
Current Drawdown Current decline from peak	-88.75%	-21.95%	-66.80%
Average Drawdown Average peak-to-trough decline	-55.40%	-10.47%	-44.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.49%	13.65%	+32.84%

Volatility

WTID vs. TSII - Volatility Comparison

MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a higher volatility of 23.57% compared to REX TSLA Growth & Income ETF (TSII) at 17.33%. This indicates that WTID's price experiences larger fluctuations and is considered to be riskier than TSII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTID	TSII	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.57%	17.33%	+6.24%
Volatility (6M) Calculated over the trailing 6-month period	55.51%	32.41%	+23.10%
Volatility (1Y) Calculated over the trailing 1-year period	68.48%	44.40%	+24.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.61%	48.00%	+22.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.61%	48.00%	+22.61%

WTID vs. TSII - Expense Ratio Comparison

WTID has a 0.95% expense ratio, which is lower than TSII's 0.99% expense ratio.

Dividends

WTID vs. TSII - Dividend Comparison

WTID has not paid dividends to shareholders, while TSII's dividend yield for the trailing twelve months is around 82.68%.

Position	TTM	2025
TSII REX TSLA Growth & Income ETF	82.68%	32.17%
WTID MicroSectors Energy -3X Inverse Leveraged ETN	0.00%	0.00%

Frequently Asked Questions

Can I hold both WTID and TSII in my portfolio?

WTID and TSII have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTID or TSII?

WTID has higher volatility (23.57%) compared to TSII (17.33%). In terms of maximum drawdown, WTID dropped -90.35% vs TSII's -29.03%.

Which ETF is better, WTID or TSII?

On 1-year performance, TSII leads with 24.11% vs -66.12% for WTID. On fees, WTID is cheaper at 0.95% per year. On volatility, TSII has been the lower-risk option at 17.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTID or TSII?

Over the 1-year period, TSII has performed better with a 24.11% return vs -66.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTID or TSII?

WTID is cheaper with a 0.95% expense ratio, compared with 0.99% for TSII.

Which ETF pays a higher dividend yield, WTID or TSII?

TSII has the higher dividend yield at 82.68%, compared with 0.00% for WTID.

What is the main difference between WTID and TSII?

WTID is categorized as Inverse Equities, while TSII is Leveraged Equities. Their fees differ too: 0.95% for WTID and 0.99% for TSII.

Which has better risk-adjusted returns?

TSII currently has the higher Sharpe Ratio (0.55 vs -0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.